+976.9%
KEYS vs WST
+883.2%
+93.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +16.7% | +4.9% | +11.9% | +15.1% |
| 30D | -17.8% | +10.7% | -28.5% | -20.3% |
| 3M | -14.2% | +16.8% | -31.0% | -18.4% |
| 6M | -15.9% | +32.0% | -47.8% | -23.4% |
| YTD | +49.7% | +49.9% | -0.2% | +30.0% |
| 1Y | +65.3% | +50.6% | +14.7% | +43.3% |
| 3Y | +144.9% | +21.4% | +123.4% | +107.7% |
| 5Y | +63.0% | -0.6% | +63.6% | +46.8% |
| 10Y | +780.0% | +449.4% | +330.6% | +256.9% |
| All | +976.9% | +883.2% | +93.7% | +241.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling